FII Derivative Trade Statistics 24-Jul
(Rs Cr) Buy
Index Futures 9265.19 9864.30 21718.93
Index Options 227320.97 228267.45 47433.77
Stock Futures 36810.03 37103.87 88903.01
Stock Options 5258.63 5276.06 4191.64
Total 278654.82 280511.68 162247.35
Put Call Ratio (OI) 0.96 1.06 -0.10
Indian Debt Market
Put Call Ratio(Vol) 0.83 0.84 -0.02
24-Jul Wk. Ago Mth. Ago
Call Rate 5.58% 5.56% 5.77% 6.27%
T-Repo 5.49% 5.51% 5.52% NA
Repo 5.75% 5.75% 5.75% 6.25%
Reverse Repo 5.50% 5.50% 5.50% 6.00%
91 Day T-Bill 5.70% 5.74% 5.85% 6.63%
364 Day T-Bill 5.95% 5.98% 6.06% 7.21%
10 Year Gilt 6.44% 6.34% 6.85% 7.78%
G-Sec Vol. (Rs.Cr) 37098 99211 80775 25975
Currency Market Update
FBIL MIBOR* 5.75% 5.70% 5.90% 6.31%
3 Month CP Rate 6.30% 6.30% 6.95% 7.80%
5 Year Corp Bond 7.71% 7.70% 8.04% 8.72%
1 Month CD Rate 5.86% 5.98% 6.06% 6.64%
3 Month CD Rate 6.28% 6.52% 6.31% 7.04%
1 Year CD Rate 6.93% 6.79% 7.16% 7.97%
Commodity Market Update
Currency 24-Jul Prev_Day
USD/INR 69.01 68.99 0.02
GBP/INR 85.89 85.93 -0.05
EURO/INR 76.96 77.21 -0.24
JPY/INR 0.64 0.64 0.00
Commodity 24-Jul Wk Ago Mth. Ago
NYMEX Crude($/bl) 55.87 56.47 57.68 70.02
Brent Crude($/bl) 64.02 63.81 66.60 74.17
Gold( $/oz) 1426 1427 1419 1224
Gold(Rs./10 gm) 34897 34428 34041 29897
Source: Thomson Reuters Eikon
*As on previous trading day
Mutual Fund Investments are subject to market risks, read all scheme related documents carefully.
The information herein is meant only for general reading purposes and contains all factual and statistical information pertaining to Industry and markets which have been obtained from independent
third party sources and which are deemed to be reliable. The information provided cannot be considered as guidelines, recommendations or as a professional guide for the readers. It may be noted
that since Reliance Nippon Life Asset Management Company Limited (RNLAM) (formerly Reliance Capital Asset Management Limited) has not independently verified the accuracy or authenticity of
such information or data, or for that matter the reasonableness of the assumptions upon which such data and information has been processed or arrive data; RNLAM does not in any manner assures
the accuracy or authenticity of such data and information. Some of the statements & assertions contained in these materials may reflect RNLAM’s views or opinions, which in turn may have been
formed on the basis of such data or information. The Sponsor(s), the Investment Manager, the Trustee or any of their respective directors, employees, affiliates or representatives do not assume any
responsibility for, or warrant the accuracy, completeness, adequacy and reliability of such data or information. Whilst no action has been solicited based upon the information provided herein, due
care has been taken to ensure that the facts are accurate and opinions given are fair and reasonable, to the extent possible. This information is not intended to be an offer or solicitation for the
purchase or sale of any financial product or instrument. Recipients of this information should rely on information/data arising out of their own investigations. Before making any investments, the
readers are advised to seek independent professional advice, verify the contents in order to arrive at an informed investment decision. None of the Sponsor(s), the Investment Manager, the Trustee,
their respective directors, employees, affiliates or representatives shall be liable in any way for any direct, indirect, special, incidental, consequential, punitive or exemplary damages, including on
account of lost profits arising from the information contained in this material.
Readers are requested to click here for ICRON disclaimer - http://www.icraonline.com/legal/standard-disclaimer.html
Derivative Statistics- Nifty Options
• Nifty Jul 2019 Futures stood at 11,277.80, a premium of 6.50 points,
above the spot closing of 11,271.30. The turnover on NSE’s Futures and
Options segment rose to Rs. 15,69,829.93 crore on Jul 24, 2019,
compared with Rs. 12,25,915.78 crore on Jul 23, 2019.
• The Put-Call ratio stood at 0.86 compared with the previous session’s
close of 0.84.
• The Nifty Put-Call ratio stood at 0.96 compared with the previous
session’s close of 1.06.
• Open interest on Nifty Futures stood at 21.91 million, compared with
the previous session’s close of 21.34 million.
• Bond yield eased after market participants resorted to buying notes to
take advantage of the recent slump in bond prices. The market is now
waiting for Monetary Policy Committee’s meeting in Aug 2019 where the
policy makers are expected to trim policy rates.
• Yield on the 10-year benchmark paper (7.26% GS 2029) declined 2 bps
at 6.44% compared with the previous close of 6.46% after trading in a
range of 6.42% to 6.48%.
• Banks borrowings under the repo window of the LAF stood at Rs. 3,564
crore (gross) on Jul 24, 2019 compared with Rs. 3,604 crore (gross)
borrowed on Jul 23, 2019. Sale of securities under RBI's reverse repo
window stood at Rs. 22,977 crore on Jul 23, 2019.
• Banks borrowed Rs. 50 crore under the central bank’s Marginal
Standing Facility on Jul 23, 2019 compared with borrowings of Rs. 1,800
crore on Jul 22, 2019.
• The Indian rupee weakened against the greenback following weakness
in domestic equity markets. However, sales of greenback by foreign
banks restricted the losses. The rupee closed at 68.98 a dollar compared
with the previous close 68.94.
• The euro fell against the dollar on preliminary reports showing
eurozone’s weak purchasing managers' index data and U.S.’ weak
manufacturing data for Jul 2019. The euro closed at 1.1139 compared
with the previous close of 1.1151.
• Gold prices gained following preliminary reports of U.S.’ weak
manufacturing PMI data.
• Brent crude prices grew following reports from U.S. Energy Information
Administration that U.S. crude stockpiles fell by 10.84 million barrels in
the week ended Jul 19, 2019.
• IHS Markit data showed euro area private sector expansion weakened
in Jul 2019. The flash composite output index fell to 51.5 in Jul from 52.2
in Jun 2019. The reading was also below forecast.
• Data from the European Central Bank showed euro zone's broad
money supply growth slowed more than expected in Jun 2019, while
private sector lending rose unexpectedly at a faster pace. M3, a broad
money aggregate, rose 4.5% YoY after a 4.8% increase in May 2019.
• Cabinet Office data showed Japan's leading index that measures the
future economic activity, fell to 94.9 in May 2019 from 95.9 in Apr 2019.